Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 65.093015 73.230997 82.637756 94.477183 109.222248 127.326361 151.814485
2024-12-22 51.859130 61.296288 73.147578 89.607595 112.748117 145.688308 199.626090
2024-12-29 47.592595 58.403023 72.888396 94.725905 128.957314 185.369590 300.117373
2025-01-05 42.961709 53.991518 69.406680 93.979867 135.657628 212.745339 403.483788
2025-01-12 39.018178 49.876868 65.523459 91.530697 138.452197 234.072736 519.142954
2025-01-19 35.330973 45.669225 60.869958 86.862046 135.831322 243.043970 615.914103
2025-01-26 34.533810 45.531783 62.301699 92.519476 154.402329 311.524507 1108.715422
2025-02-02 33.877415 45.496434 63.832460 98.607786 176.223681 409.606965 2542.525907
2025-02-09 32.475031 44.152611 63.014135 100.083675 188.183710 491.722591 6209.637978
2025-02-16 30.841098 42.294388 61.100301 99.024046 193.490315 556.879685 19393.343847
2025-02-23 29.349609 40.547009 59.194894 97.656196 197.600673 625.193797 418514.253372
2025-03-02 27.756978 38.525842 56.621981 94.489277 195.664067 661.793717 NaN
2025-03-09 26.526065 37.086710 55.085583 93.627056 201.375622 766.029785 NaN
2025-03-16 24.894551 34.893323 52.018283 88.985446 194.018599 771.922767 NaN
2025-03-23 24.637665 34.980550 53.147645 94.056528 220.926544 1157.622837 NaN
2025-03-30 23.710895 33.861524 51.897652 93.319254 227.364274 1395.695998 NaN
2025-04-06 22.675488 32.495440 50.064695 90.896937 226.553847 1549.271097 NaN
2025-04-13 21.477754 30.791287 47.467714 86.278297 215.614774 1494.017057 NaN
2025-04-20 21.447073 31.115818 48.845973 91.874937 249.794400 2835.101624 NaN
2025-04-27 21.418984 31.439196 50.252098 97.895421 292.027995 7596.493687 NaN
2025-05-04 20.967640 30.972378 50.000742 99.354502 313.292492 18762.419942 NaN
2025-05-11 20.334850 30.142165 48.928355 98.306955 320.106559 42179.270414 NaN
2025-05-18 19.717763 29.312754 47.802710 96.954595 324.650541 146333.423327 NaN